| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,741.0 |
15,906.0 |
165.0 |
1.0% |
15,971.0 |
| High |
15,923.0 |
16,094.0 |
171.0 |
1.1% |
16,094.0 |
| Low |
15,719.0 |
15,900.0 |
181.0 |
1.2% |
15,649.0 |
| Close |
15,875.0 |
16,086.0 |
211.0 |
1.3% |
16,086.0 |
| Range |
204.0 |
194.0 |
-10.0 |
-4.9% |
445.0 |
| ATR |
205.4 |
206.4 |
1.0 |
0.5% |
0.0 |
| Volume |
65,218 |
65,218 |
0 |
0.0% |
263,582 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,608.7 |
16,541.3 |
16,192.7 |
|
| R3 |
16,414.7 |
16,347.3 |
16,139.4 |
|
| R2 |
16,220.7 |
16,220.7 |
16,121.6 |
|
| R1 |
16,153.3 |
16,153.3 |
16,103.8 |
16,187.0 |
| PP |
16,026.7 |
16,026.7 |
16,026.7 |
16,043.5 |
| S1 |
15,959.3 |
15,959.3 |
16,068.2 |
15,993.0 |
| S2 |
15,832.7 |
15,832.7 |
16,050.4 |
|
| S3 |
15,638.7 |
15,765.3 |
16,032.7 |
|
| S4 |
15,444.7 |
15,571.3 |
15,979.3 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,278.0 |
17,127.0 |
16,330.8 |
|
| R3 |
16,833.0 |
16,682.0 |
16,208.4 |
|
| R2 |
16,388.0 |
16,388.0 |
16,167.6 |
|
| R1 |
16,237.0 |
16,237.0 |
16,126.8 |
16,312.5 |
| PP |
15,943.0 |
15,943.0 |
15,943.0 |
15,980.8 |
| S1 |
15,792.0 |
15,792.0 |
16,045.2 |
15,867.5 |
| S2 |
15,498.0 |
15,498.0 |
16,004.4 |
|
| S3 |
15,053.0 |
15,347.0 |
15,963.6 |
|
| S4 |
14,608.0 |
14,902.0 |
15,841.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,094.0 |
15,649.0 |
445.0 |
2.8% |
233.2 |
1.4% |
98% |
True |
False |
65,383 |
| 10 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
209.4 |
1.3% |
60% |
False |
False |
62,305 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
181.2 |
1.1% |
60% |
False |
False |
60,901 |
| 40 |
16,375.0 |
15,628.0 |
747.0 |
4.6% |
170.0 |
1.1% |
61% |
False |
False |
58,488 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
212.3 |
1.3% |
84% |
False |
False |
57,155 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
197.1 |
1.2% |
84% |
False |
False |
42,905 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
178.3 |
1.1% |
84% |
False |
False |
34,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,918.5 |
|
2.618 |
16,601.9 |
|
1.618 |
16,407.9 |
|
1.000 |
16,288.0 |
|
0.618 |
16,213.9 |
|
HIGH |
16,094.0 |
|
0.618 |
16,019.9 |
|
0.500 |
15,997.0 |
|
0.382 |
15,974.1 |
|
LOW |
15,900.0 |
|
0.618 |
15,780.1 |
|
1.000 |
15,706.0 |
|
1.618 |
15,586.1 |
|
2.618 |
15,392.1 |
|
4.250 |
15,075.5 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,056.3 |
16,014.5 |
| PP |
16,026.7 |
15,943.0 |
| S1 |
15,997.0 |
15,871.5 |
|